Overall Statistics |
Total Trades 0 Average Win 0% Average Loss 0% Compounding Annual Return 0% Drawdown 0% Expectancy 0 Net Profit 0% Sharpe Ratio 0 Loss Rate 0% Win Rate 0% Profit-Loss Ratio 0 Alpha 0 Beta 0 Annual Standard Deviation 0 Annual Variance 0 Information Ratio 0 Tracking Error 0 Treynor Ratio 0 Total Fees $0.00 |
using System.Drawing; // for Color namespace QuantConnect { public class ExampleStochasticChartingAlgorithm : QCAlgorithm { TradeBars prices = new TradeBars(); Stochastic sto; String _symbol = "BUCY"; String _plotter = "Stochastic"; int overBought = 20; int overSold = 80; public override void Initialize() { SetStartDate(2010, 1, 1); SetEndDate(2011, 1, 1); int KPeriod = 14; int DPeriod = 3; AddSecurity(SecurityType.Equity, _symbol, Resolution.Minute); //https://github.com/QuantConnect/Lean/blob/master/Algorithm/QCAlgorithm.Indicators.cs#L530 sto = STO(_symbol,14,KPeriod,DPeriod); //Charting in https://github.com/QuantConnect/Lean/blob/master/Common/Charting.cs Chart plotter = new Chart(_plotter); plotter.AddSeries(new Series("D", SeriesType.Line, " ",Color.Red)); plotter.AddSeries(new Series("K", SeriesType.Line, " ",Color.Blue)); plotter.AddSeries(new Series("Over Bought", SeriesType.Line, " ",Color.Black)); plotter.AddSeries(new Series("Over Sold", SeriesType.Line, " ",Color.Black)); AddChart(plotter); Schedule.On(DateRules.EveryDay(), TimeRules.Every(TimeSpan.FromMinutes(10)), () => { Log(string.Format("{0} {1}",sto.StochD,sto.StochK)); }); } public void OnData(TradeBars data) { if (!sto.IsReady) { return;} } public override void OnEndOfDay() { if (sto.IsReady) { Plot(_plotter,"D", sto.StochD); Plot(_plotter,"K", sto.StochK); Plot(_plotter,"Over Bought", overBought); Plot(_plotter,"Over Sold", overSold); } } } }